Sexual hormone profiles revealed a lower concentration of estradiol and 17‐hydroxyprogesteron (17OH‐P) (86 ± 73 vs. 52 ± 53 and 1.96 ± 1.92 vs. 1.22 ± 1.46, respectively; p < 0.05 for both) and higher levels of sex hormone‐binding globulin (SHBG) (85 ± 70 vs. 148 ± 145, p < 0.01) in women with PCOS, which was probably associated with the higher prevalence of women taking oral contraceptives in this group. Here, SHBG is linked to polycystic ovary syndrome.